Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,03% | 31,07 CHF | 31,08 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 851 980 CHF | 3 853 230 CHF | 100,00% | 100,00% |
20/11/2024 | 0,03% | 30,07 CHF | 30,08 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 798 080 CHF | 3 799 330 CHF | 100,00% | 100,00% |
19/11/2024 | 0,03% | 30,08 CHF | 30,09 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 742 100 CHF | 3 743 350 CHF | 99,99% | 99,99% |
18/11/2024 | 0,03% | 30,24 CHF | 30,25 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 763 150 CHF | 3 764 400 CHF | 99,56% | 99,56% |
15/11/2024 | 0,03% | 30,17 CHF | 30,18 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 807 380 CHF | 3 808 630 CHF | 100,00% | 100,00% |
14/11/2024 | 0,03% | 31,03 CHF | 31,04 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 897 890 CHF | 3 899 140 CHF | 100,00% | 100,00% |
13/11/2024 | 0,03% | 31,01 CHF | 31,02 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 860 100 CHF | 3 861 350 CHF | 99,95% | 99,95% |
12/11/2024 | 0,03% | 30,92 CHF | 30,93 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 874 550 CHF | 3 875 800 CHF | 100,00% | 100,00% |
11/11/2024 | 0,03% | 31,07 CHF | 31,08 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 886 710 CHF | 3 887 960 CHF | 100,00% | 100,00% |
08/11/2024 | 0,03% | 30,74 CHF | 30,75 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 3 812 820 CHF | 3 814 070 CHF | 100,00% | 100,00% |